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iShares 1-3 Year Treasury Bond ETF SHY

i

Market dataready · fetched 2026-11-12T02:45:25.302Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T21:48:56.045731452Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:45:24.895428+00:00

Share price$81.27
1D-0.0%
AH$81.21$81.24$81.28$81.31$81.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSHY
Sold putSold callAH

iShares 1-3 Year Treasury Bond ETF options

Live interpolated SHY call and put midpoint premiums by absolute delta.iShares 1-3 Year Treasury Bond ETF$0.00$0.85$1.71$2.56$3.41$79.68$80.35$81.02$81.69$82.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHY spot · $81.27SHY PRICE$0.10$0.15$0.21$0.26$0.31$0.37$0.42$0.47$0.52$0.58$0.75$0.91$1.08$0.05$0.29$0.55$0.81$1.07$1.33$1.60$1.86$2.12$2.38$2.64$2.90$3.16
PutsExpensive3.58×
CallsExpensive2.51×
SkewBearish+3.90 pp
Implied moveBearish±$2.01
TiltBearish54.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ81.915.2%0.9%80.963.7%0.4%
25Δ81.815.4%0.8%81.264.6%0.4%
30Δ81.705.7%0.8%81.545.7%0.3%
35Δ81.605.9%0.7%81.826.9%0.3%
40Δ81.506.2%0.7%82.118.1%0.3%
45Δ81.406.4%0.6%82.399.3%0.3%
50Δ81.306.7%0.5%82.6710.5%0.2%
55Δ81.206.9%0.5%82.9511.7%0.2%
60Δ81.107.1%0.4%83.2412.9%0.2%
65Δ80.997.4%0.4%83.5214.1%0.2%
70Δ80.797.6%0.3%83.8015.3%0.1%
75Δ80.597.8%0.3%84.0816.5%0.1%
80Δ80.398.0%0.2%84.3617.7%0.1%

20Δ

Calls
Pseudo strike
81.91
IV
5.2%
B/E move
0.9%
Puts
Pseudo strike
80.96
IV
3.7%
B/E move
0.4%

25Δ

Calls
Pseudo strike
81.81
IV
5.4%
B/E move
0.8%
Puts
Pseudo strike
81.26
IV
4.6%
B/E move
0.4%

30Δ

Calls
Pseudo strike
81.70
IV
5.7%
B/E move
0.8%
Puts
Pseudo strike
81.54
IV
5.7%
B/E move
0.3%

35Δ

Calls
Pseudo strike
81.60
IV
5.9%
B/E move
0.7%
Puts
Pseudo strike
81.82
IV
6.9%
B/E move
0.3%

40Δ

Calls
Pseudo strike
81.50
IV
6.2%
B/E move
0.7%
Puts
Pseudo strike
82.11
IV
8.1%
B/E move
0.3%

45Δ

Calls
Pseudo strike
81.40
IV
6.4%
B/E move
0.6%
Puts
Pseudo strike
82.39
IV
9.3%
B/E move
0.3%

50Δ

Calls
Pseudo strike
81.30
IV
6.7%
B/E move
0.5%
Puts
Pseudo strike
82.67
IV
10.5%
B/E move
0.2%

55Δ

Calls
Pseudo strike
81.20
IV
6.9%
B/E move
0.5%
Puts
Pseudo strike
82.95
IV
11.7%
B/E move
0.2%

60Δ

Calls
Pseudo strike
81.10
IV
7.1%
B/E move
0.4%
Puts
Pseudo strike
83.24
IV
12.9%
B/E move
0.2%

65Δ

Calls
Pseudo strike
80.99
IV
7.4%
B/E move
0.4%
Puts
Pseudo strike
83.52
IV
14.1%
B/E move
0.2%

70Δ

Calls
Pseudo strike
80.79
IV
7.6%
B/E move
0.3%
Puts
Pseudo strike
83.80
IV
15.3%
B/E move
0.1%

75Δ

Calls
Pseudo strike
80.59
IV
7.8%
B/E move
0.3%
Puts
Pseudo strike
84.08
IV
16.5%
B/E move
0.1%

80Δ

Calls
Pseudo strike
80.39
IV
8.0%
B/E move
0.2%
Puts
Pseudo strike
84.36
IV
17.7%
B/E move
0.1%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations